-50.3%
DOCS vs GWRE
+43.9%
-94.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -19.9% | +17.2% | +8.1% |
| 7D | -1.4% | -21.1% | +19.7% | +10.4% |
| 30D | +21.8% | +1.3% | +20.5% | +19.4% |
| 3M | +27.3% | +7.4% | +19.9% | +18.5% |
| 6M | -0.3% | +5.6% | -6.0% | -8.1% |
| YTD | -40.5% | -19.2% | -21.3% | -36.4% |
| 1Y | -61.5% | -25.1% | -36.4% | -58.2% |
| 3Y | +8.2% | +87.7% | -79.5% | -47.3% |
| 5Y | -73.4% | +32.0% | -105.5% | -83.5% |
| All | -50.3% | +43.9% | -94.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling